+34.7%
WULF vs ADP
+322.2%
-287.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | +11.0% | +2.2% | +8.8% | +10.6% |
| 30D | +9.4% | +10.6% | -1.2% | +7.1% |
| 3M | -22.6% | +12.9% | -35.5% | -24.7% |
| 6M | -45.4% | +50.6% | -96.1% | -51.2% |
| YTD | +9.8% | +23.2% | -13.4% | +3.4% |
| 1Y | +8.0% | +25.3% | -17.2% | +0.8% |
| 3Y | +1,149.5% | +47.1% | +1,102.4% | +1,028.1% |
| 5Y | -55.6% | +50.1% | -105.6% | -60.0% |
| All | +34.7% | +322.2% | -287.5% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling